libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest Struct Reference

#include <messages.hpp>

Inheritance diagram for isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest:
[legend]
Collaboration diagram for isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest:
[legend]

Public Types

using base_t = common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
 
using order_qty_t = NewOrderSpecific2::order_qty_t
 
using ref_data_t = common::ref_data_t
 
- Public Types inherited from isimud::exchanges::MIT::common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
enum  
 
enum  
 
using Header_t = Header
 
using specific1_t = NewOrderSpecific1
 
using specific2_t = NewOrderSpecific2
 
using specific3_t = OrderCancelReplaceRequestSpecific
 
- Public Types inherited from isimud::exchanges::MIT::common::Header
enum  : bool { has_static_size =true }
 
using ClientOrderID_t = common::ClientOrderID_t
 
using OrderID_t = common::OrderID_t
 
using MsgTypes_t = common::MsgType_t
 

Public Member Functions

template<class SrcMsg >
__stdcall OrderCancelReplaceRequest (SrcMsg const &msg, ref_data_t rd) noexcept(true)
 Create a message from the source message. More...
 
template<>
__stdcall OrderCancelReplaceRequest (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
 
template<>
__stdcall OrderCancelReplaceRequest (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
 
template<>
__stdcall OrderCancelReplaceRequest (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
 
template<>
__stdcall OrderCancelReplaceRequest (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
 
template<>
__stdcall OrderCancelReplaceRequest (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
 
- Public Member Functions inherited from isimud::exchanges::MIT::common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
constexpr OrderCancelReplaceRequest (common::ClientOrderID_t const &clID, ClientOrderID_t const &origclID, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t const p, TIF t, Side s) noexcept(true) FORCE_INLINE
 
SecurityID_t instrumentID () const noexcept(true)
 
void instrumentID (SecurityID_t i) noexcept(true)
 
const ClientOrderID_tclientOrderID () const noexcept(true)
 
void clientOrderID (ClientOrderID_t const &clID) noexcept(true)
 
const ClientOrderID_toriginalClientOrderID () const noexcept(true)
 
void originalClientOrderID (ClientOrderID_t const &clID) noexcept(true)
 
Price_t limitPrice () const noexcept(true)
 
void limitPrice (Price_t p) noexcept(true)
 
specific2_t::order_qty_t orderQty () const noexcept(true)
 
void orderQty (typename specific2_t::order_qty_t i) noexcept(true)
 
Side side () const noexcept(true)
 
void side (Side i) noexcept(true)
 
TIF tif () const noexcept(true)
 
void tif (TIF t) noexcept(true)
 
- Public Member Functions inherited from isimud::exchanges::MIT::common::Header
MsgType_t type () const noexcept(true)
 
std::uint16_t length () const noexcept(true)
 
bool is_valid () const noexcept(true)
 

Additional Inherited Members

- Public Attributes inherited from isimud::exchanges::MIT::common::OrderCancelReplaceRequest< NewOrderSpecific1, NewOrderSpecific2, OrderCancelReplaceRequestSpecific >
ClientOrderID_t clientOrderID_
 
ClientOrderID_t originalClientOrderID_
 
OrderID_t orderID
 
specific1_t specific1
 
ExpireDateTime_t expireDateTime
 
specific2_t specific2
 
Price_t limitPrice_
 
Account_t account
 
TIF tif_
 
Side side_
 
Price_t stoppedPrice
 
specific3_t specific3
 
- Public Attributes inherited from isimud::exchanges::MIT::common::Header
enum isimud::exchanges::MIT::common::Header:: { ... }  __attribute__
 
const std::int8_t start_of_message =2
 
const std::int16_t length_
 
const MsgType_t type_
 
- Protected Member Functions inherited from isimud::exchanges::MIT::common::Header
template<class MsgT >
constexpr Header (MsgT const *) noexcept(true) FORCE_INLINE
 

Detailed Description

Definition at line 268 of file messages.hpp.

Member Typedef Documentation

◆ base_t

◆ order_qty_t

◆ ref_data_t

Constructor & Destructor Documentation

◆ OrderCancelReplaceRequest() [1/6]

template<class SrcMsg >
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( SrcMsg const &  msg,
ref_data_t  rd 
)
noexcept

Create a message from the source message.

If a linker error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters
msgThe source message from which the target message should be created.

◆ OrderCancelReplaceRequest() [2/6]

template<>
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg,
ref_data_t  rd 
)
inlinenoexcept

Definition at line 240 of file fix_to_mit_conversions.hpp.

◆ OrderCancelReplaceRequest() [3/6]

template<>
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg,
ref_data_t  rd 
)
inlinenoexcept

Definition at line 292 of file fix_to_mit_conversions.hpp.

◆ OrderCancelReplaceRequest() [4/6]

template<>
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg,
ref_data_t  rd 
)
inlinenoexcept

Definition at line 335 of file fix_to_mit_conversions.hpp.

◆ OrderCancelReplaceRequest() [5/6]

template<>
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg,
ref_data_t  rd 
)
inlinenoexcept

Definition at line 378 of file fix_to_mit_conversions.hpp.

◆ OrderCancelReplaceRequest() [6/6]

template<>
__stdcall isimud::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg,
ref_data_t  rd 
)
inlinenoexcept

Definition at line 421 of file fix_to_mit_conversions.hpp.


The documentation for this struct was generated from the following files: